-42.9%
CELH vs EXPD
+72.3%
-115.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.5% | +2.6% |
| 7D | +10.8% | -5.5% | +16.3% | +12.0% |
| 30D | +16.1% | -1.9% | +18.0% | +16.5% |
| 3M | +19.5% | +6.1% | +13.4% | +17.7% |
| 6M | +2.8% | +21.6% | -18.8% | -2.0% |
| YTD | -27.4% | +27.9% | -55.3% | -32.5% |
| 1Y | -20.1% | +39.4% | -59.5% | -27.8% |
| 3Y | -42.9% | +72.7% | -115.6% | -48.9% |
| All | -42.9% | +72.3% | -115.1% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling